Articles on data analysis and statistics in MQL5

Articles on mathematical models and laws of probability are interesting for many traders. Mathematics is the basis of technical indicators, and statistics is required to analyze trading results and develop strategies.

Read about the fuzzy logic, digital filters, market profile, Kohonen maps, neural gas and many other tools that can be used for trading.

Trading in financial markets is associated with a whole range of risks that should be taken into account in the algorithms of trading systems. Reducing such risks is the most important task to make a...

Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases,...

This article deals with seven types of moving averages (MA) and a trading strategy to work with them. We also test and compare various MAs at a single trading strategy and evaluate the efficiency of...

The Graphic.mqh library has been designed to work with graphics in MQL5. The article provides an example of its practical application and explains the idea of sorting. The general concept of sorting...

The article considers the ideology and methodology of building a recommendatory system for time-efficient trading by combining the capabilities of forecasting with the singular spectrum analysis (SSA)...

With the introduction of hedging, MetaTrader 5 provides an excellent opportunity to trade several Expert Advisors on a single trading account simultaneously. When one strategy is profitable, while the...

When studying trading logic, visual representation in the form of graphs is of great importance. A number of programming languages popular among the scientific community (such as R and Python) feature...

The functions for working with the basic statistical distributions implemented in the R language are considered. Those include the Cauchy, Weibull, normal, log-normal, logistic, exponential, uniform,...

Subscribers often search for an appropriate signal by analyzing the total growth on the signal provider's account, which is not a bad idea. However, it is also important to analyze potential risks of...

This article covers the main principles set fourth in evolutionary algorithms, their variety and features. We will conduct an experiment with a simple Expert Advisor used as an example to show how our...

This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers...

This article focuses on specifics of choice, preconditioning and evaluation of the input variables (predictors) for use in machine learning models. New approaches and opportunities of deep predictor...

This step-by-step guide is dedicated to the Signals service, examination of trading signals, a system approach to the search of a required signal which would satisfy criteria of profitability, risk,...

This article describes a new approach to hedging of positions and draws the line in the debates between users of MetaTrader 4 and MetaTrader 5 about this matter. It is a continuation of the first part...

This article is dedicated to a new and perspective direction in machine learning - deep learning or, to be precise, deep neural networks. This is a brief review of second generation neural networks,...

If specific neural network programs for trading seem expensive and complex or, on the contrary, too simple, try NeuroPro. It is free and contains the optimal set of functionalities for amateurs. This...

This article considers the application of multiple regression analysis to macroeconomic statistics. It also gives an insight into the evaluation of the statistics impact on the currency exchange rate...

A short life span of futures contracts complicates their technical analysis. It is difficult to technically analyze short charts. For example, number of bars on the day chart of the UX-9.13 Ukrainian...

This article is intended for developers who would be interested in using SQL in their projects. It explains the functionality and advantages of SQLite. The article does not require special knowledge...